-3.0%
IEF vs KEY
+25.9%
-29.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | +0.7% | +8.4% | -7.7% | +0.4% |
| 3M | -2.5% | -5.8% | +3.3% | -2.4% |
| 6M | -2.6% | +5.4% | -8.0% | -2.6% |
| YTD | -3.2% | +7.1% | -10.3% | -3.6% |
| 1Y | -3.0% | +26.8% | -29.8% | -3.8% |
| All | -3.0% | +25.9% | -29.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling